+4,242.0%
CELH vs CMS
+140.2%
+4,101.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.0% |
| 7D | +0.8% | +1.7% | -0.9% | +0.1% |
| 30D | +19.3% | +6.2% | +13.1% | +16.3% |
| 3M | +12.6% | +0.6% | +12.0% | +12.2% |
| 6M | +16.4% | -1.8% | +18.1% | +17.0% |
| YTD | -29.1% | +3.8% | -33.0% | -30.4% |
| 1Y | -26.3% | -1.8% | -24.6% | -26.1% |
| 3Y | -40.1% | +39.8% | -79.9% | -48.9% |
| 5Y | +16.7% | +37.1% | -20.4% | -1.4% |
| All | +4,242.0% | +140.2% | +4,101.7% | +2,967.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling